Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
16,761 documents
This document presents a chart indicator intended to support counter-trend scalping. It tracks new highs and lows over a configurable lookback period, calculates a linear weighted moving average and a smoothed version, and marks an earlier local extreme when…
This Chinese equities screen combines cross-sectional ranks for total market capitalization, free-float market capitalization, and closing price into a weighted score. It filters out special-treatment and suspended stocks, requires more than a year since…
The document describes an Expert Advisor that compares EURGBP with a synthetic value derived from EURUSD and GBPUSD. It monitors quote delays for all three pairs and trades EURGBP when its price diverges from the synthetic equivalent, following a one-leg…
This research summary examines whether changes in analysts’ consensus earnings per share (EPS) forecasts and the gap between forecasts and reported earnings can help guide rotation among Chinese equity industries. It reports that consensus EPS growth is…
The document presents a cross-sectional stock factor built from daily Chinese stock data. It calculates a rolling correlation over 20 observations between the close-to-close price ratio and the logarithm of the volume ratio plus one, then reverses the…
The Expert Advisor described here opens trades when the XKRI_Histogram oscillator changes direction, using the bar close to confirm the signal. It is presented as an example of a rule-based approach that converts an indicator turn into an automated trade…
This long-only strategy for QQQ uses a three-period Relative Strength Index to identify short-term weakness and recovery. It enters when RSI falls below 10 and exits when RSI rises above 50. Position size starts at 100 shares and increases in steps as…
This report examines whether stocks expected to enter or leave the CSI 300 earn abnormal returns around index reconstitutions. It attributes potential price effects to index-tracking funds adjusting holdings. For the 20 trading days before an adjustment…
This Expert Advisor trades signals from the ColorJFatl_Digit indicator. It opens a trade when the indicator changes color at a bar close, then can close the position once its holding time passes a preset limit. The time-based exit is configurable, and the…
The article reviews research comparing factor momentum with industry and stock momentum using historical U.S. equity data and a broad set of return factors. The central finding is that industry-neutral factor momentum contains the predictive information…
The document describes a script for day traders that examines a strategy’s historical results by time of day and day of week. It proposes using win–loss and reward–risk ratios to identify the periods when the strategy has performed best, comparing the…
The document describes an A-share stock screen combining an RSI below 65, seven consecutive down sessions, and a daily return between -5% and 2.6%. It presents the rules as a way to find stocks that have weakened recently without showing a strong daily move,…
This article explains attention and Transformer components, then adapts them to predict stock returns from factor time series. Its proposed model adds Time2Vec features to factor inputs, applies self-attention and multi-head attention, and stacks encoder…
The indicator identifies a two-candle pattern in which consecutive candles have opposite directions and share an extreme. A bullish signal occurs when a down candle is followed by an up candle with the same low; a bearish signal occurs when an up candle is…
The document describes an Expert Advisor that uses the ColorBBCandles indicator to generate trading signals. A signal occurs when a candle closes in a trend color after the preceding candle was uncolored or showed the opposite trend color. This defines a…
The document describes Lumibot as a Python framework for creating rule-based strategies, AI-assisted trading systems, and hybrid approaches. Conventional Python logic can handle indicators, schedules, position sizing, and risk controls, while AI agents can…
This research summary outlines an enhanced portfolio for the ChiNext, or Growth Enterprise Market, index. The authors test single-factor enhanced portfolios, then select factors using information ratios, maximum drawdowns, and relationships among factors.…
This Expert Advisor uses the PFE oscillator to generate breakout entries. It acts when a bar closes after the indicator crosses an overbought threshold from below or an oversold threshold from above. The document identifies GBPUSD on a six-hour chart as the…
The document describes a MetaTrader library for retrieving historical and upcoming economic-calendar events and using them in indicators, expert advisors, and tester runs. It demonstrates filtering events by date, currency, importance, or event name, and…
The document explains how to use selected LumiBot components in standalone scripts or notebooks without constructing a trading strategy. Examples cover querying FRED macroeconomic series with a historical information vintage, retrieving price bars through…
This platform discussion explains why a simulated strategy’s trade detail may not show during the trading session whether a stock was actually purchased. The platform updates market data after the close and then calculates that day’s simulated results before…
This article proposes a Chinese equity screen combining three conditions: today’s increase in holdings as a share of circulating value exceeds 5%, the day’s return lies between -5% and 2.6%, and the stock has had more than two limit-up days over the prior…
This document describes a forex trading system that uses the XMUV and MUV_NorDIFF_Cloud indicators. Colored points from the cloud indicator are presented as trade signals, with the expert advisor combining both indicators to place trades. The document…
The report outlines a framework for estimating forward dividend yield by combining expected payout behavior and expected net income with the stock’s current market value. It groups cash dividend policies into fixed-per-share payouts and payouts tied to…